Asymptotic properties of one-step weighted M-estimators with applications to regression

DOI10.1137/S0040585X97T988691zbMATH Open1396.62038OpenAlexW2885984808MaRDI QIDQ4580419FDOQ4580419

Authors: Yuliana Yu. Linke 

Publication date: 15 August 2018

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t988691

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zbMATH Keywords

asymptotic normalitynonlinear regressioninitial estimatorone-step \(M\)-estimator\(M\)-estimatorNewton's iteration methodone-step weighted \(M\)-estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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Cited In (12)

• A journey in single steps: robust one-step \(M\)-estimation in linear regression
• On the asymptotic behavior of one-step estimates in heteroscedastic regression models.
• Constructing explicit estimators in nonlinear regression problems
• Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations
• Title not available (Why is that?)
• Asymptotic properties of one-step \(M\)-estimators
• Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
• Conditions of Asymptotic Normality of One-Step M-Estimators
• Universal nonparametric kernel-type estimators for the mean and covariance functions of a stochastic process
• Mean function estimation for a noisy random process under a sparse data condition
• Toward the notion of intrinsically linear models in nonlinear regression
• Asymptotic Properties of Weighted M-estimators for variable probability samples

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